-60.8%
EOSE vs ZBRA
+21.1%
-81.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -2.3% |
| 7D | +1.8% | -3.4% | +5.2% | +4.1% |
| 30D | -6.8% | -7.4% | +0.6% | -1.5% |
| 3M | -36.3% | +57.5% | -93.8% | -55.2% |
| 6M | -38.8% | +64.0% | -102.7% | -58.7% |
| YTD | -65.5% | +44.3% | -109.8% | -74.7% |
| 1Y | -45.3% | +10.9% | -56.2% | -51.2% |
| 3Y | +44.2% | +37.5% | +6.6% | -2.2% |
| 5Y | -69.5% | -39.7% | -29.8% | -63.8% |
| All | -60.8% | +21.1% | -81.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling